Biblioteca Univ. Surcolombiana

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Floating-Rate Securities Frank J. Fabozzi, Steven V. Mann

By: Fabozzi, Frank J.
Contributor(s): Mann, Steven V.
New Hope, Pa. Frank J. Fabozzi Associates ©2000Description: iv, 229 páginas ilustrado 24 cm.ISBN: 1883249651.Other title: Floating rate securities.Subject(s): Floating rate notes | Nota a tasa flotante | Efecto trading | Effect trade | Renta (finanzas)DDC classification: 332.632042
Contents:
Features and Investment Characteristics of Floaters -- The Choice of a Floater's Reference Rate -- Introduction to the Valuation of Floaters -- Valuing Floaters with Embedded Options -- Spread Measures and Spread Duration -- Relative Value Analysis Using the Interest Rate Swap Market -- Adjustable-Rate Mortgage Passthrough Securities -- CMO Floaters -- ABS Floaters -- Analysis of MBS and ABS Floaters -- Inverse Floaters.
List(s) this item appears in: Economia
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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 332.632042 / F121f (Browse shelf) Ej.1 Available 8000022267
Total holds: 0

Incluye índice.

1. Features and Investment Characteristics of Floaters -- 2. The Choice of a Floater's Reference Rate -- 3. Introduction to the Valuation of Floaters -- 4. Valuing Floaters with Embedded Options -- 5. Spread Measures and Spread Duration -- 6. Relative Value Analysis Using the Interest Rate Swap Market -- 7. Adjustable-Rate Mortgage Passthrough Securities -- 8. CMO Floaters -- 9. ABS Floaters -- 10. Analysis of MBS and ABS Floaters -- 11. Inverse Floaters.

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